Analytics solutions for private capital investors

AssetMetrix Analytics for asset owners and managers


Analysing data has become the essence for making smarter decisions with a growing number of private market participants acknowledging the need for bespoke analytics to unlock this potential. The main challenge with respect to portfolio analytics is sufficient data availability regarding one’s own portfolio in illiquid market segments. It is advisable to build on robust procedures and models that can deal with the limited data situation in the private equity area.

AssetMetrix is offering an analytics suite that helps solve the following challenges:

Our highly experienced in-house Analytics team has built a number of quantitative modules including Forecasting, Risk Modelling, Benchmarking, Stress Testing, Portfolio Planning, and Buyout Exit Simulation. Our modules have been market-validated for many years and are continuously improved and regularly backtested. Our market-leading solutions apply statistical modeling and probabilistic machine learning techniques to solve many private-capital-specific challenges. This sophisticated development process assures that our model results are of the highest quality and directly applicable to even the most complex private capital portfolios.

AssetMetrix sees great potential in interactive analytics. Clients should not only receive data but also interact with it in various ways via portal applications. This will allow for them to not only filter existing, pre-calculated data and work with already existing analyses. Instead, they will have the option to insert new information into the applications and thus interactively calculate new results depending on the specific issue. This will lead to investment activities being planned more efficiently and dealt with more proactively overall.

Analytical Model Suite

Risk Modelling
Portfolio Planning
Stress Testing
Buyout Exit Simulation

The Forecasting module allows to more accurately forecast portfolio cash flows (future contributions, distributions, and NAVs). It also calculates expected values for important fund KPIs and applies statistical models to obtain probability bands.

  • Future cash flows and KPIs
  • Probability bands

What you receive:

  • Better expectation management: investment period end, break-even, and fund liquidation can be realistically managed with long-horizon forecasts; projected performance metrics are also provided
  • Probability bands which simplify comparison of best- and worst-case scenarios with the expected path, enabling an even more meaningful liquidity planning
  • A basis for even more insightful analyses. Specifically, the results are used for Portfolio Planning and Stress Testing

The proprietary Risk model is tailored to private capital funds and deals, as traditional public market risk tools are not applicable for private capital.

  • Value at Risk: delivered for various horizons and confidence levels
  • Correlations: full and downside against public and own private sub-portfolios
  • Public Factor Exposure: using an advanced AI-driven multi-factor model

What you receive:

  • Seamless integration of standard risk metrics in holistic risk reports
  • Full visibility of correlation and public factor exposure across asset classes
  • Reliable annual backtesting of risk model to verify validity of model results

Distinguishing successful from unsuccessful investments is key. With success only being properly defined relative to an appropriate benchmark, this Analytics module allows you to do just that.

  • Private quartile/percentile ranking
  • Private simulation-based comparison
  • Public Market Equivalent
  • Public Factor Benchmarking

What you receive:

  • Ability to identify your most important performance drivers to be able to show, understand, and replicate past success
  • Quantification of public market factors’ contributions to realized portfolio return
  • Break-down of realized portfolio performance into distinct private factors

Based on the AssetMetrix forecasting module, this tool supports customers in answering integral questions when it comes to planning future investment commitments.

  • Future commitment planning
  • User-defined modifications and overwrites of cash flow forecasts
  • Private portfolio optimizer

What you receive:

  • Ability to identify changing liquidity requirements depending on certain investment plans for new commitments
  • Clarity as to what new commitments should be made at which point in time to reach certain target allocations (investment segments, regional allocation)

This proprietary model helps clients to better understand the impact of macroeconomic shocks on their portfolio. Auxiliary statistical models are estimated on top of the forecasting econometric model, handling complex macroeconomic scenarios. Our integrated portal implementation allows customers to view individual stress scenarios.

  • Historical and regulatory stress scenarios
  • Liquidity planning analysis

What you receive:

  • Ability to prepare against strongly adverse macroeconomic scenarios
  • An immediate view of the impact individual stress scenarios will have on projected portfolio performance
  • Clarity on macroeconomic variables that are most likely to affect your portfolio performance
  • An understanding of short-term liquidity risk (over multiple horizons) through a dedicated analysis

This analytics tool allows the modelling of expected fund cash flows based on exit assumptions of portfolio companies under different scenarios. The fee and waterfall calculation engine projects future management fees and carry. Cash flows are visualized on portfolio company, fund gross, and fund net level.

  • Portfolio company exit modelling
  • Waterfall calculations

What you receive:

  • Ability to communicate realistic expected performance to investors
  • A better basis for your future investment decisions by forecasting the impact future add-on investments will have on portfolio and fund KPIs
  • The ability to assess and manage FX risk
  • Carry and fee estimates for fund managers

Analytics solutions demo

Understanding your needs and requirements is at the very center of what we do. Contact our team to discover the best way to solve your analytics challenges!

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